Mediterranean Sardines with Lemon and Garlic

Name: Mediterranean Sardines with Lemon and Garlic
Ingredients: 1 1/2 cups mayonnaise; 1/2 cup fat-free Greek yogurt; 2 tablespoons finely diced pickles; 2 tablespoons finely diced pickled sweet red pepper; 1 tablespoon minced red onion; 1 tablespoon minced brined capers; 1/2 lemon, juiced; 1 tablespoon chopped fresh tarragon; 1 tablespoon chopped fresh chives; 3 dashes hot sauce; Pinch cayenne; Kosher salt and freshly ground black pepper; 8 whole large, fresh sardines, cleaned but with head and tail intact; Flaky sea salt; Freshly ground black pepper; 8 sprigs fresh thyme; 8 sprigs fresh oregano; 1 lemon, cut into thin wheels; 2 cloves garlic, thinly sliced; Extra-virgin olive oil